On distribution of integrable type functionals of Brownian motion

The paper deals with the methods which enables to determine the distributions of some functionals of Brownian motion including the positive continuous additive functional of Brownian motion defined by
$$ A(t)=\int_{-\infty}^\infty\hat t(t, y)\,dF(y), $$
where $\hat t(t, y)$ is the Brownian local time and $F(y)$ is an increasing right continuous function; the functional
$$ B(t)=\int_{-\infty}^\infty f(y, \hat t(t, y))\,dy, $$
where $f(x, y)$ is a continuous function, and the functional
$$ C(t)=\int_0^t f(w(s), \hat t(s, r))\,ds. $$
As application of these methods some particular functionals are considered, such as $\hat t^{-1}(z)=\min\{s:\hat t(s, 0)=z\}$, $\int_{-\infty}^\infty\hat t^2(t, y)\,dy$, $\sup_{y\in\mathbb R^1}\hat t(T, y)$, where $T$ is an exponential random time independent of $\hat t(t, y)$.